Tools
Free, browser-based calculators for validating a systematic trading strategy. Everything runs on your device — nothing you enter is sent or stored.
A Market With Nothing In It — Agent-Based Null Markets
Minority game + Gode–Sunder auction and a tradable synthetic symbol: the optimizer still finds in-sample profit on a no-information market, and it collapses on the next bars.
Open library pointer →CSV Trade-Level Robustness Battery
Sign-randomization Sortino, BCa bootstrap intervals, and a trade-sequence shuffle on a CSV of closed trades. Metrology — not an entry rule, and not a site pass/fail.
Open library pointer →Isolation Forest Execution Monitor
Native Isolation Forest on per-fill vectors (slippage, latency, spread, volume deviation). Cool-down / widen / halt — monitor layer, not a signal. Sits next to Nested CV and oos-lab.
Open library pointer →Nested CV Calibrator
AFML nested cross-validation orchestrator (V-in-V): purged walk-forward / CPCV outer loop, OOF isotonic calibration, sealed final test — library pointer from the MQL5 nested-CV blueprint, not a browser calculator.
Open library pointer →oos-lab
MIT Python toolkit for PSR, Deflated Sharpe, PBO, walk-forward and CPCV — validation stats for strategies you already backtest. Library pointer, not a browser calculator.
Open library pointer →Deflated Sharpe Ratio
Enter your Sharpe ratio and how many variants you tested. Returns the probability your backtest is real, not the best of many tries — with the Probabilistic Sharpe Ratio and minimum track-record length.
Open calculator →Position Size & Risk of Ruin
A Monte Carlo of your edge over the next N trades: risk of ruin, expectancy, the Kelly fraction, and the full spread of possible equity curves.
Open calculator →Net-vs-Gross Cost Calculator
How spread, commission and slippage turn a gross winner into a net loser, and the break-even win rate where a strategy flips from profit to loss.
Open calculator →How the tools fit together
A backtest has to clear three separate hurdles before it's worth trading, and each calculator checks one of them — in this order:
- Is the result real, or the best of many tries? Feed your Sharpe ratio and the number of variants you tested to the Deflated Sharpe Ratio. Run enough parameter combinations and a worthless strategy will eventually post a great Sharpe by chance; this tool discounts for that search.
- Does it survive real trading costs? Spread, commission and slippage quietly turn a gross winner into a net loser. The Net-vs-Gross Cost calculator finds the break-even win rate where a strategy flips from profit to loss.
- Will your sizing survive the drawdowns? A positive edge still goes to zero if you bet too big. The Position Size & Risk of Ruin model runs a Monte Carlo of your edge to show your risk of ruin, expectancy and Kelly fraction.
The ideas behind each one are taught from scratch, in order, in our free Learn course — and you can watch all three run on real published strategies in the strategy teardowns.